Yes they do. Crystal and caramel malts are more fermentable than black or chocolate, but they still contribute unfermentable compounds. I've brewed several stouts and porters that had similar grain bills to pale ales except for an extra pound or two of dark roasted grains and usually darker crystal malts. Starting gravities have been similar as well, but final gravities are usually 6-10 points higher in the stouts and proters.